Strategy Tester Report |
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MetaQuotes-Demo (Build 4570) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | USDJPY_TDS | |||||||||||
| Period: | H4 (2007.01.01 - 2024.08.30) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| riskPerTrade=1 | ||||||||||||
| Company: | MetaQuotes Ltd. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 99% | |||||||||||
| Bars: | 28421 | Ticks: | 309014453 | Symbols: | 1 | |||||||
| Total Net Profit: | 45 976.43 | Balance Drawdown Absolute: | 70.32 | Equity Drawdown Absolute: | 86.14 | |||||||
| Gross Profit: | 117 286.78 | Balance Drawdown Maximal: | 2 580.71 (7.29%) | Equity Drawdown Maximal: | 3 073.04 (6.81%) | |||||||
| Gross Loss: | -71 310.35 | Balance Drawdown Relative: | 8.91% (1 441.07) | Equity Drawdown Relative: | 9.95% (1 626.86) | |||||||
| Profit Factor: | 1.64 | Expected Payoff: | 35.56 | Margin Level: | 3061.03% | |||||||
| Recovery Factor: | 14.96 | Sharpe Ratio: | 4.95 | Z-Score: | 0.20 (15.85%) | |||||||
| AHPR: | 1.0014 (0.14%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0013 (0.13%) | LR Standard Error: | 2 455.23 | |||||||||
| Total Trades: | 1293 | Short Trades (won %): | 598 (48.49%) | Long Trades (won %): | 695 (55.97%) | |||||||
| Total Deals: | 2586 | Profit Trades (% of total): | 679 (52.51%) | Loss Trades (% of total): | 614 (47.49%) | |||||||
| Largest profit trade: | 3 318.10 | Largest loss trade: | -571.60 | |||||||||
| Average profit trade: | 172.73 | Average loss trade: | -116.14 | |||||||||
| Maximum consecutive wins ($): | 9 (3 216.71) | Maximum consecutive losses ($): | 11 (-1 061.03) | |||||||||
| Maximal consecutive profit (count): | 4 050.65 (8) | Maximal consecutive loss (count): | -1 751.77 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.52 | Correlation (MFE,MAE): | 0.1255 | |||||||
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| Minimal position holding time: | 0:02:03 | Maximal position holding time: | 41:46:33 | Average position holding time: | 2:41:31 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 0.00 | -62.83 | 46 039.26 | 55 976.43 | |||||||||